Search results for: optimization Model

Authors: Kostas Metaxiotis

Abstract:

Portfolio optimization is one of the most important topics in finance. This paper proposes a mean–variance–skewness (MVS) portfolio optimization model. Traditionally, the portfolio optimization problem is solved by using the mean–variance (MV) framework. In this study, we formulate the proposed model as a three-objective optimization problem, where the portfolio's expected return and skewness are maximized whereas the portfolio risk is minimized. For solving the proposed three-objective portfolio optimization model we apply an adapted version of the non-dominated sorting genetic algorithm (NSGAII). Finally, we use a real dataset from FTSE-100 for validating the proposed model.

Keywords: evolutionary algorithms, portfolio optimization, skewness, stock selection

Procedia PDF Downloads 147

Authors: Pham Van Nha, Le Cam Binh

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Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

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Authors: Wu Qinglong, Zhou Qicai, Xiong Xiaolei, Zhang Richeng

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In order to achieve the layout and size optimization of the web members of tower crane boom, a truss topology and cross section size optimization method based on continuum is proposed considering three typical working conditions. Firstly, the optimization model is established by replacing web members with web plates. And the web plates are divided into several sub-domains so that periodic soft kill option (SKO) method can be carried out for topology optimization of the slender boom. After getting the optimized topology of web plates, the optimized layout of web members is formed through extracting the principal stress distribution. Finally, using the web member radius as design variable, the boom compliance as objective and the material volume of the boom as constraint, the cross section size optimization mathematical model is established. The size optimization criterion is deduced from the mathematical model by Lagrange multiplier method and Kuhn-Tucker condition. By comparing the original boom with the optimal boom, it is identified that this optimization method can effectively lighten the boom and improve its performance.

Keywords: tower crane boom, topology optimization, size optimization, periodic, SKO, optimization criterion

Procedia PDF Downloads 515

Authors: Manas Shah

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Black Scholes option pricing model is one of the most important concepts in modern world of computational finance. However, its practical use can be challenging as one of the input parameters must be estimated; implied volatility of the underlying security. The more precisely these values are estimated, the more accurate their corresponding estimates of theoretical option prices would be. Here, we present a novel model based on Cuckoo Search Optimization (CS) which finds more precise estimates of implied volatility than Particle Swarm Optimization (PSO) and Genetic Algorithm (GA).

Keywords: black scholes model, cuckoo search optimization, particle swarm optimization, genetic algorithm

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Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

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Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: optimization, zero-coupon curve, Nelson-Siegel-Svensson, particle swarm optimization, Nelder-Mead algorithm

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Authors: Hussain Syed Asad, Richard Kwok Kit Yuen, Gongsheng Huang

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Real-time optimization has been considered an effective approach for improving energy efficient operation of heating, ventilation, and air-conditioning (HVAC) systems. In model-based real-time optimization, model mismatches cannot be avoided. When model mismatches are significant, the performance of the real-time optimization will be impaired and hence the expected energy saving will be reduced. In this paper, the model mismatches for chiller plant on real-time optimization are considered. In the real-time optimization of the chiller plant, simplified semi-physical or grey box model of chiller is always used, which should be identified using available operation data. To overcome the model mismatches associated with the chiller model, hybrid Genetic Algorithms (HGAs) method is used for online real-time training of the chiller model. HGAs combines Genetic Algorithms (GAs) method (for global search) and traditional optimization method (i.e. faster and more efficient for local search) to avoid conventional hit and trial process of GAs. The identification of model parameters is synthesized as an optimization problem; and the objective function is the Least Square Error between the output from the model and the actual output from the chiller plant. A case study is used to illustrate the implementation of the proposed method. It has been shown that the proposed approach is able to provide reliability in decision making, enhance the robustness of the real-time optimization strategy and improve on energy performance.

Keywords: energy performance, hybrid adaptive modeling, hybrid genetic algorithms, real-time optimization, heating, ventilation, and air-conditioning

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Authors: Mehrdad Rezaei, Reza Haghmaram, Nima Amjadi

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This paper proposes an operating and cost optimization model for micro-grid (MG). This model takes into account emission costs of NOx, SO2, and CO2, together with the operation and maintenance costs. Wind turbines (WT), photovoltaic (PV) arrays, micro turbines (MT), fuel cells (FC), diesel engine generators (DEG) with different capacities are considered in this model. The aim of the optimization is minimizing operation cost according to constraints, supply demand and safety of the system. The proposed genetic algorithm (GA), with the ability to fine-tune its own settings, is used to optimize the micro-grid operation.

Keywords: micro-grid, optimization, genetic algorithm, MG

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Authors: Ali Rabah

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This research received no grant or financial support from any public, commercial, or none governmental agency. The author conducted this work as part of his normal research activities as a professor of Chemical Engineering at the University of Khartoum, Sudan. Abstract While fossil oil reserves have been receding, the demand for diesel and gasoline has been growing. In recent years, syngas of biomass origin has been emerging as a viable feedstock for Fischer-Tropsch (FT) synthesis, a process for manufacturing synthetic gasoline and diesel. This paper reports the optimization of syngas quality to match FT synthesis requirements. The optimization model maximizes the thermal efficiency under the constraint of H2/CO≥2.0 and operating conditions of equivalent ratio (0 ≤ ER ≤ 1.0), steam to biomass ratio (0 ≤ SB ≤ 5), and gasification temperature (500 °C ≤ Tg ≤ 1300 °C). The optimization model is executed using the optimization section of the Model Analysis Tools of the Aspen Plus simulator. The model is tested using eleven (11) types of MSW. The optimum operating conditions under which the objective function and the constraint are satisfied are ER=0, SB=0.66-1.22, and Tg=679 - 763°C. Under the optimum operating conditions, the syngas quality is H2=52.38 - 58.67-mole percent, LHV=12.55 - 17.15 MJ/kg, N2=0.38 - 2.33-mole percent, and H2/CO≥2.15. The generalized optimization model reported could be extended to any other type of biomass and coal. Keywords: MSW, Syngas, Optimization, Fischer-Tropsch.

Keywords: syngas, MSW, optimization, Fisher-Tropsh

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Authors: V. Rashtchi, H. Bizhani, F. R. Tatari

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This paper presents a new online loss minimization for an induction motor drive. Among the many loss minimization algorithms (LMAs) for an induction motor, a particle swarm optimization (PSO) has the advantages of fast response and high accuracy. However, the performance of the PSO and other optimization algorithms depend on the accuracy of the modeling of the motor drive and losses. In the development of the loss model, there is always a trade off between accuracy and complexity. This paper presents a new online optimization to determine an optimum flux level for the efficiency optimization of the vector-controlled induction motor drive. An induction motor (IM) model in d-q coordinates is referenced to the rotor magnetizing current. This transformation results in no leakage inductance on the rotor side, thus the decomposition into d-q components in the steady-state motor model can be utilized in deriving the motor loss model. The suggested algorithm is simple for implementation.

Keywords: induction machine, loss minimization, magnetizing current, particle swarm optimization

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Authors: Dongkyu Lee, Thanh Banh Thien, Soomi Shin

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In the present study, the isogeometric topology optimization is proposed for cracked structures through using Solid Isotropic Material with Penalization (SIMP) as a design model. Design density variables defined in the variable space are used to approximate the element analysis density by the bivariate B-spline basis functions. The mathematical formulation of topology optimization problem solving minimum structural compliance is an alternating active-phase algorithm with the Gauss-Seidel version as an optimization model of optimality criteria. Stiffness and adjoint sensitivity formulations linked to strain energy of cracked structure are proposed in terms of design density variables. Numerical examples demonstrate interactions of topology optimization to structures design with cracks.

Keywords: topology optimization, isogeometric, NURBS, design

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Authors: Liudmyla Koliechkina, Olena Dvirna

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The statement of the multi-objective optimization problem on combinatorial configurations is formulated, and the approach to its solution is proposed. The problem is of interest as a combinatorial optimization one with many criteria, which is a model of many applied tasks. The approach to solving the multi-objective optimization problem on combinatorial configurations consists of two stages; the first is the reduction of the multi-objective problem to the single criterion based on existing multi-objective optimization methods, the second stage solves the directly replaced single criterion combinatorial optimization problem by the horizontal combinatorial method. This approach provides the optimal solution to the multi-objective optimization problem on combinatorial configurations, taking into account additional restrictions for a finite number of steps.

Keywords: discrete set, linear combinatorial optimization, multi-objective optimization, Pareto solutions, partial permutation set, structural graph

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Authors: Serges Mendomo Meye, Li Guowei, Shen Zhenzhong, Gan Lei, Xu Liqun

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Given the limitations of the original whale optimization algorithm (WAO) in local optimum and low convergence accuracy in truss structure optimization problems, based on the fundamental whale algorithm, an improved whale optimization algorithm (SWAO) based on information entropy is proposed. The information entropy itself is an uncertain measure. It is used to control the range of whale searches in path selection. It can overcome the shortcomings of the basic whale optimization algorithm (WAO) and can improve the global convergence speed of the algorithm. Taking truss structure as the optimization research object, the mathematical model of truss structure optimization is established; the cross-sectional area of truss is taken as the design variable; the objective function is the weight of truss structure; and an improved whale optimization algorithm (SWAO) is used for optimization design, which provides a new idea and means for its application in large and complex engineering structure optimization design.

Keywords: information entropy, structural optimization, truss structure, whale algorithm

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Authors: Mohamed Belhorma, Aboubakar S. Bouchikhi, Belkacem Bounab

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This paper addresses modeling a Double A-Arm suspension, a three-dimensional nonlinear model has been developed using the multibody systems formalism. Dynamical study of the different components responses was done, particularly for the wheel assembly. To validate those results, the system was constructed and simulated by RecurDyn, a professional multibody dynamics simulation software. The model has been used as the Objectif function in an optimization algorithm for ride quality improvement.

Keywords: double A-Arm suspension, multibody systems, ride quality optimization, dynamic simulation

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Authors: Mohammad Y. Badiee, Saeed Golestani, Mir Saman Pishvaee

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In recent years consumers and governments have been pushing companies to design their activities in such a way as to reduce negative environmental impacts by producing renewable product or threat free disposal policy more and more. It is therefore important to focus more accurate to the optimization of various aspect of total supply chain. Modeling a supply chain can be a challenging process due to the fact that there are a large number of factors that need to be considered in the model. The use of multi-objective optimization can lead to overcome those problems since more information is used when designing the model. Uncertainty is inevitable in real world. Considering uncertainty on parameters in addition to use multi-objectives are ways to give more flexibility to the decision making process since the process can take into account much more constraints and requirements. In this paper we demonstrate a stochastic scenario based robust model to cope with uncertainty in a closed-loop multi-objective supply chain. By applying the proposed model in a real world case, the power of proposed model in handling data uncertainty is shown.

Keywords: supply chain management, closed-loop supply chain, multi-objective optimization, goal programming, uncertainty, robust optimization

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Authors: Emad Askar, Eldesoky Elsoaly, Mohamed Kamel, Hisham Kamel

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The objective of this article is to improve the passive vibration damping of solar array (SA) used in space structures, by the effective application of numerical optimization. A case study of a SA is used for demonstration. A finite element (FE) model was created and verified by experimental testing. Optimization was then conducted by implementing the FE model with the genetic algorithm, to find the optimal placement of aluminum circular patches, to suppress the first two bending mode shapes. The results were verified using experimental testing. Finally, a parametric study was conducted using the FE model where patch locations, material type, and shape were varied one at a time, and the results were compared with the optimal ones. The results clearly show that through the proper application of FE modeling and numerical optimization, passive vibration damping of space structures has been successfully achieved.

Keywords: damping optimization, genetic algorithm optimization, passive vibration damping, solar array vibration damping

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Authors: Yassir AbdelRazig

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Evolutionary optimization methods such as genetic algorithms have been used extensively for the construction site layout problem. More recently, ant colony optimization algorithms, which are evolutionary methods based on the foraging behavior of ants, have been successfully applied to benchmark combinatorial optimization problems. This paper proposes a formulation of the site layout problem in terms of a sequencing problem that is suitable for solution using an ant colony optimization algorithm. In the construction industry, site layout is a very important planning problem. The objective of site layout is to position temporary facilities both geographically and at the correct time such that the construction work can be performed satisfactorily with minimal costs and improved safety and working environment. During the last decade, evolutionary methods such as genetic algorithms have been used extensively for the construction site layout problem. This paper proposes an ant colony optimization model for construction site layout. A simple case study for a highway project is utilized to illustrate the application of the model.

Keywords: ant colony, construction site layout, optimization, genetic algorithms

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Authors: Jin-Wei Liang, Hung-Yi Chen, Lung Lin

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In this paper feedforward controller is designed to eliminate nonlinear hysteresis behaviors of a piezoelectric stack actuator (PSA) driven system. The control design is based on inverse Prandtl-Ishlinskii (P-I) hysteresis model identified using particle swarm optimization (PSO) technique. Based on the identified P-I model, both the inverse P-I hysteresis model and feedforward controller can be determined. Experimental results obtained using the inverse P-I feedforward control are compared with their counterparts using hysteresis estimates obtained from the identified Bouc-Wen model. Effectiveness of the proposed feedforward control scheme is demonstrated. To improve control performance feedback compensation using traditional PID scheme is adopted to integrate with the feedforward controller.

Keywords: the Bouc-Wen hysteresis model, particle swarm optimization, Prandtl-Ishlinskii model, automation engineering

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Authors: Akshay Paranjape, Nils Plettenberg, Robert Schmitt

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Producing faulty products can be costly for manufacturing companies and wastes resources. To reduce scrap rates in manufacturing, process parameters can be optimized using machine learning. Thus far, research mainly focused on optimizing specific processes using traditional algorithms. To develop a framework that enables real-time optimization based on a predictive model for an arbitrary production process, this study explores the application of reinforcement learning (RL) in this field. Based on a thorough review of literature about RL and process parameter optimization, a model based on maximum a posteriori policy optimization that can handle both numerical and categorical parameters is proposed. A case study compares the model to state–of–the–art traditional algorithms and shows that RL can find optima of similar quality while requiring significantly less time. These results are confirmed in a large-scale validation study on data sets from both production and other fields. Finally, multiple ways to improve the model are discussed.

Keywords: reinforcement learning, production process optimization, evolutionary algorithms, policy optimization, actor critic approach

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Authors: Eva Queheille, Franck Taillandier, Nadia Saiyouri

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Waste management has become a major issue in demolition works, because of its environmental impact (energy consumption, resource consumption, pollution…). However, improving waste management requires to take also into account the overall demolition process and to consider demolition main objectives (e.g. cost, delay). Establishing a strategy with these conflicting objectives (economic and environment) remains complex. In order to provide a decision-support for demolition companies, a multi-objective optimization model was developed. In this model, a demolition strategy is computed from a set of 80 decision variables (worker team composition, machines, treatment for each type of waste, choice of treatment platform…), which impacts the demolition objectives. The model has experimented on a real-case study (demolition of several buildings in France). To process the optimization, different optimization algorithms (NSGA2, MOPSO, DBEA…) were tested. Results allow the engineer in charge of this case, to build a sustainable demolition strategy without affecting cost or delay.

Keywords: deconstruction, life cycle assessment, multi-objective optimization, waste management

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Authors: Xiongxiong You, Zhanwen Niu

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Choosing an appropriate surrogate model plays an important role in surrogates-assisted evolutionary algorithms (SAEAs) since there are many types and different kernel functions in the surrogate model. In this paper, an adaptive selection of the best suitable surrogate model method is proposed to solve different kinds of expensive optimization problems. Firstly, according to the prediction residual error sum of square (PRESS) and different model selection strategies, the excellent individual surrogate models are integrated into multiple ensemble models in each generation. Then, based on the minimum root of mean square error (RMSE), the best suitable surrogate model is selected dynamically. Secondly, two methods with dynamic number of models and selection strategies are designed, which are used to show the influence of the number of individual models and selection strategy. Finally, some compared studies are made to deal with several commonly used benchmark problems, as well as a rotor system optimization problem. The results demonstrate the accuracy and robustness of the proposed method.

Keywords: adaptive selection, expensive optimization, rotor system, surrogates assisted evolutionary algorithms

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Authors: Hanjong Kim, Changwan Han, Seonghun Park

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Heat exchanger manifolds in aircraft play an important role in evenly distributing the fluid entering through the inlet to the heat transfer unit. In order to achieve this requirement, the manifold should be designed to have a light weight by withstanding high internal pressure. Therefore, this study aims at minimizing the weight of the heat exchanger manifold through topology optimization. For topology optimization, the initial design space was created with the inner surface extracted from the currently used manifold model and with the outer surface having a dimension of 243.42 mm of X 74.09 mm X 65 mm. This design space solid model was transformed into a finite element model with a maximum tetrahedron mesh size of 2 mm using ANSYS Workbench. Then, topology optimization was performed under the boundary conditions of an internal pressure of 5.5 MPa and the fixed support for rectangular inlet boundaries by SIMULIA TOSCA. This topology optimization produced the minimized finial volume of the manifold (i.e., 7.3% of the initial volume) based on the given constraints (i.e., 6% of the initial volume) and the objective function (i.e., maximizing manifold stiffness). Weight of the optimized model was 6.7% lighter than the currently used manifold, but after smoothing the topology optimized model, this difference would be bigger. The current optimized model has uneven thickness and skeleton-shaped outer surface to reduce stress concentration. We are currently simplifying the optimized model shape with spline interpolations by reflecting the design characteristics in thickness and skeletal structures from the optimized model. This simplified model will be validated again by calculating both stress distributions and weight reduction and then the validated model will be manufactured using 3D printing processes.

Keywords: topology optimization, manifold, heat exchanger, 3D printing

Procedia PDF Downloads 210

Authors: Seyed Abbas Tabatabaei, Marjan Naderan Tahan, Arman Kadkhodai

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An efficient optimization approach, called feasible gate (FG), is developed to enhance the computation efficiency and solution quality of the previously developed highway alignment optimization (HAO) model. This approach seeks to realistically represent various user preferences and environmentally sensitive areas and consider them along with geometric design constraints in the optimization process. This is done by avoiding the generation of infeasible solutions that violate various constraints and thus focusing the search on the feasible solutions. The proposed method is simple, but improves significantly the model’s computation time and solution quality. On the other, highway alignment optimization through Feasible Gates, eventuates only economic model by considering minimum design constrains includes minimum reduce of circular curves, minimum length of vertical curves and road maximum gradient. This modelling can reduce passenger comfort and road safety. In most of highway optimization models, by adding penalty function for each constraint, final result handles to satisfy minimum constraint. In this paper, we want to propose a safety-function solution by introducing gift function.

Keywords: safety, highway geometry, optimization, alignment

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Authors: Takahiro Hino, Michiharu Maeda

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Particle swarm optimization (PSO) is an optimization approach that achieves the social model of bird flocking and fish schooling. PSO works in continuous space and can solve continuous optimization problem with high quality. Set-based particle swarm optimization (SPSO) functions in discrete space by using a set. SPSO can solve combinatorial optimization problem with high quality and is successful to apply to the large-scale problem. In this paper, we present an algorithm of SPSO with status memory to decide the position based on the previous position for solving traveling salesman problem (TSP). In order to show the effectiveness of our approach. We examine SPSOSM for TSP compared to the existing algorithms.

Keywords: combinatorial optimization problems, particle swarm optimization, set-based particle swarm optimization, traveling salesman problem

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Authors: Wajid Ali Khan

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Extensive experimentation and numerical investigation are performed to predict the machining-induced residual stresses in the end milling of AISI 1045 steel, and an optimization code has been developed using the particle swarm optimization technique. Experiments were conducted using a single factor at a time and design of experiments approach. Regression analysis was done, and a mathematical model of the cutting process was developed, thus predicting the machining-induced residual stress with reasonable accuracy. The mathematical model served as the objective function to be optimized using particle swarm optimization. The relationship between the different cutting parameters and the output variables, force, and residual stresses has been studied. The combined effect of the process parameters, speed, feed, and depth of cut was examined, and it is understood that 85% of the variation of these variables can be attributed to these machining parameters under research. A 3D finite element model is developed to predict the cutting forces and the machining-induced residual stresses in end milling operation. The results were validated experimentally and against the Johnson-cook model available in the literature.

Keywords: residual stresses, end milling, 1045 steel, optimization

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Authors: A. Samer Ezeldin, Sarah A. Fotouh

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Optimization of resources is very important in all fields, as in construction management. Project managers have to face problems regarding management of cost, time and available resources of single projects and more problems arise when managing multiple projects. Most of the studies focused on optimization of resources for a single project, but, this paper will discuss the design and modeling of multiple resources optimization for multiple projects using Genetic Algorithm. Most of the companies in construction industry optimize the resources for single projects only, but with the presence of several mega projects in several developing countries running at the same time, there is a need for a model to enhance the efficiency of available resources and decreases the fluctuation as much as possible. The proposed model calculates the cost of each resource, tries to minimize the cost of extra resources as much as possible and generates the schedule of each project within a selected program.

Keywords: construction management, genetic algorithm, multiple projects, multiple resources, optimization

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Authors: Saad M. Darwish

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Recently, software quality issues have come to be seen as important subject as we see an enormous growth of agencies involved in software industries. However,these agencies cannot guarantee the quality of their products, thus leaving users in uncertainties. Software certification is the extension of quality by means that quality needs to be measured prior to certification granting process. This research participates in solving the problem of software assessment by proposing a model for assessment and certification of software product that uses a fuzzy inference engine to integrate both of process–driven and application-driven quality assurance strategies. The key idea of the on hand model is to improve the compactness and the interpretability of the model’s fuzzy rules via employing an ant colony optimization algorithm (ACO), which tries to find good rules description by dint of compound rules initially expressed with traditional single rules. The model has been tested by case study and the results have demonstrated feasibility and practicability of the model in a real environment.

Keywords: optimization technique, quality assurance, software certification model, software assessment

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Authors: Fawzi Srairi, Abderrahmane Dib

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Recently, the desire for a self-powered micro and nanodevices has attracted a great interest of using sustainable energy sources. Further, the ultimate goal of nanogenerator is to harvest energy from the ambient environment in which a self-powered device based on these generators is needed. With the development of nanogenerator-based circuits design and optimization, the building of new device simulator is necessary for the study and the synthesis of electromechanical parameters of this type of models. In the present article, both numerical modeling and optimization of piezoelectric nanogenerator based on zinc oxide have been carried out. They aim to improve the electromechanical performances, robustness, and synthesis process for nanogenerator. The proposed model has been developed for a systematic study of the nanowire morphology parameters in stretching mode. In addition, heuristic optimization technique, namely, particle swarm optimization has been implemented for an analytic modeling and an optimization of nanogenerator-based process in stretching mode. Moreover, the obtained results have been tested and compared with conventional model where a good agreement has been obtained for excitation mode. The developed nanogenerator model can be generalized, extended and integrated into simulators devices to study nanogenerator-based circuits.

Keywords: electrical potential, heuristic algorithms, numerical modeling, nanogenerator

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Authors: A. Nuchitprasittichai, N. Lerdritsirikoon, T. Khamsing

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Simulation modeling can be used to solve real world problems. It provides an understanding of a complex system. To develop a simplified model of process simulation, a suitable experimental design is required to be able to capture surface characteristics. This paper presents the experimental design and algorithm used to model the process simulation for optimization problem. The CO₂ liquefaction based on external refrigeration with two refrigeration circuits was used as a simulation case study. Latin Hypercube Sampling (LHS) was purposed to combine with existing Central Composite Design (CCD) samples to improve the performance of CCD in generating the second order model of the system. The second order model was then used as the objective function of the optimization problem. The results showed that adding LHS samples to CCD samples can help capture surface curvature characteristics. Suitable number of LHS sample points should be considered in order to get an accurate nonlinear model with minimum number of simulation experiments.

Keywords: central composite design, CO2 liquefaction, latin hypercube sampling, simulation-based optimization

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Authors: M. A. Rubio, A. Urquia

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Genetic algorithms (GA) are applied to the solution of high-dimensional optimization problems. Additionally, sensitivity analysis (SA) is usually carried out to determine the effect on optimal solutions of changes in parameter values of the objective function. These two analyses (i.e., optimization and sensitivity analysis) are computationally intensive when applied to high-dimensional functions. The approach presented in this paper consists in performing the SA during the GA execution, by statistically analyzing the data obtained of running the GA. The advantage is that in this case SA does not involve making additional evaluations of the objective function and, consequently, this proposed approach requires less computational effort than conducting optimization and SA in two consecutive steps.

Keywords: optimization, sensitivity, genetic algorithms, model calibration

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Authors: Pooja Rani, G. S. Mahapatra, S. K. Pandey

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In this paper, we propose a novel approach of Neural Network and Particle Swarm Optimization methods for software reliability prediction. We first explain how to apply compound function in neural network so that we can derive a Flexible Logistic (S-shaped) Growth Curve (FLGC) model. This model mathematically represents software failure as a random process and can be used to evaluate software development status during testing. To avoid trapping in local minima, we have applied Particle Swarm Optimization method to train proposed model using failure test data sets. We drive our proposed model using computational based intelligence modeling. Thus, proposed model becomes Neuro-Particle Swarm Optimization (NPSO) model. We do test result with different inertia weight to update particle and update velocity. We obtain result based on best inertia weight compare along with Personal based oriented PSO (pPSO) help to choose local best in network neighborhood. The applicability of proposed model is demonstrated through real time test data failure set. The results obtained from experiments show that the proposed model has a fairly accurate prediction capability in software reliability.

Keywords: software reliability, flexible logistic growth curve model, software cumulative failure prediction, neural network, particle swarm optimization

Procedia PDF Downloads 315